On a generalization from ruin to default in a Lévy insurance risk model (Q2513640)
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scientific article; zbMATH DE number 6391872
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| English | On a generalization from ruin to default in a Lévy insurance risk model |
scientific article; zbMATH DE number 6391872 |
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On a generalization from ruin to default in a Lévy insurance risk model (English)
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28 January 2015
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expected discounted penalty function
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costs up to default
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defective renewal equation
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compound geometric distribution
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Lévy risk model
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scale function
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potential measure
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operator calculus
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0.8236114978790283
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0.8042261004447937
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0.8025656938552856
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0.7994316220283508
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0.7942025065422058
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